+72.6%
KKR vs RL
+233.3%
-160.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.8% | +0.3% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | +0.3% | -17.5% | +17.8% | +11.0% |
| 3M | +8.8% | -14.0% | +22.8% | +17.0% |
| 6M | +14.9% | -2.0% | +16.9% | +13.0% |
| YTD | -17.9% | -4.6% | -13.3% | -17.9% |
| 1Y | -23.7% | +9.5% | -33.2% | -30.0% |
| 3Y | +69.1% | +200.5% | -131.4% | -15.8% |
| 5Y | +72.6% | +226.3% | -153.7% | -20.5% |
| All | +72.6% | +233.3% | -160.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling